中文说明:
本书注重理论与实践相结合,通过实际案例和编程实现让读者理解理论在实践中的应用;同时还充分强 调“案例的实用性、程序的可模仿性”,且在案例程序中附有详细的注释。例如,投资组合管理、KMV模型计 算、期权定价模型与数值方法、风险价值VaR的计算等案例程序,读者可以直接使用或根据需要在源代码基 础上进行修改使用。
English Description:
This book focuses on the combination of theory and practice, through the actual case and programming to make readers understand the application of theory in practice; at the same time, it also fully emphasizes "the practicability of the case, the imitation of the program", and has detailed notes in the case program. For example, case programs such as portfolio management, KMV model calculation, option pricing model and numerical method, VAR calculation can be used directly or modified on the basis of source code.